The microscopic spectral eigenvalue correlations of QCD Dirac operators in the presence of dynamical fermions are calculated within the framework of Random Matrix Theory (RMT). Our approach treats the low-energy correlation functions of all three chiral symmetry breaking patterns (labeled by the Dyson index β = 1, 2 and 4) on the same footing, offering a unifying description of massive QCD Dirac spectra. RMT universality is explicitly proven for all three symmetry classes and the results are compared to the available lattice data for β = 4.

In the presence of a non-vanishing chemical potential the eigenvalues of the Dirac operator become complex. We calculate spectral correlation functions of complex eigenvalues using a random matrix model approach. Our results apply to non-Hermitian Dirac operators in three-dimensional QCD with broken flavor symmetry and in four-dimensional QCD in the bulk of the spectrum. The derivation follows earlier results of Fyodorov, Khoruzhenko and Sommers for complex spectra exploiting the existence of orthogonal polynomials in the complex plane.

We study a class of one-matrix models with an action containing nonpolynomial terms. By tuning the coupling constants in the action to criticality we obtain that the eigenvalue density vanishes as an arbitrary real power at the origin, thus defining a new class of multicritical matrix models. The corresponding microscopic scaling law is given and possible applications to the chiral phase transition in QCD are discussed. For generic coupling constants off-criticality we prove that all microscopic correlation functions at the origin of the spectrum remain in the known Bessel universality class.

We describe in detail the solution of the extension of the chiral Gaussian unitary ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we exploit the existence of orthogonal Laguerre polynomials in the complex plane. When taking the large-N limit we derive new correlation functions in the case of weak and strong non-Hermiticity, thus describing the transition from the chGUE to a generalized Ginibre ensemble.

Partition functions of two different matrix models for QCD with chemical potential are computed for an arbitrary number of quark and complex conjugate anti-quark flavors. In the large-N limit of weak nonhermiticity complete agreement is found between the two models. This supports the universality of such fermionic partition functions, that is of products of characteristic polynomials in the complex plane. In the strong nonhermiticity limit agreement is found for an equal number of quark and conjugate flavours.

We investigate the eigenvalue spectrum of the stagerred Dirac matrix in two color QCD at finite chemical potential. The profiles of complex eigenvalues close to the origin are compared to a complex generalization of the chiral Gaussian Symplectic Ensemble, confirming its predictions for weak and strong non-Hermiticity. They differ from the QCD symmetry class with three colors by a level repulsion from both the real and imaginary axis.

We compare analytic predictions of non-Hermitian chiral random matrix theory with the complex Dirac operator eigenvalue spectrum of two-color lattice gauge theory with dynamical fermions at nonzero chemical potential. The Dirac eigenvalues come in complex conjugate pairs, making the action of this theory real and positive for our choice of two staggered flavors. This enables us to use standard Monte Carlo simulations in testing the influence of the chemical potential and quark mass on complex eigenvalues close to the origin.

Models of auctions or tendering processes are introduced. In every round of bidding the players select their bid from a probability distribution and whenever a bid is unsuccessful, it is discarded and replaced. For simple models, the probability distributions evolve to a stationary power law with the exponent dependent only on the number of players. For most situations, the system converges towards a state where all players are identical. A number of variations of this model are introduced and the application of these models to the dynamics of market makers is discussed.

We examine the eigenvalue spectrum, (), of the adjacency matrix of a random scale-free network with an average of p edges per vertex using the replica method. We show how in the dense limit, when p , one can obtain two relatively simple coupled equations whose solution yields () for an arbitrary complex network. For scale-free graphs, with degree distribution exponent , we obtain an exact expression for the eigenvalue spectrum when = 3 and show that () ~ 1/2-1 for large . In the limit we recover known results for the Erdös–Rényi random graph.

We study self-organized models for information transmission and herd behavior in financial markets. Existing models are generalized to take into account the effect of size-dependent fragmentation and coagulation probabilities of groups of agents and to include a demand process. Non-universal scaling with a tunable exponent for the group size distribution is found in the resulting system. We also show that the fragmentation and coagulation probabilities of groups of agents have a strong influence on the average investment rate of the system.